+129.4%
LITE vs AUR
+2.9%
+126.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.4% | +5.2% | +8.3% |
| 7D | -12.9% | +9.9% | -22.8% | -16.1% |
| 30D | -46.0% | -20.2% | -25.7% | -41.0% |
| 3M | -33.0% | -34.1% | +1.1% | -21.6% |
| 6M | -34.0% | -34.3% | +0.3% | -22.7% |
| YTD | +61.7% | +21.1% | +40.6% | +50.3% |
| All | +129.4% | +2.9% | +126.5% | +130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AUR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling